+180.2%
CAH vs PBF
+55.5%
+124.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -2.2% | +1.4% | -3.6% | -2.2% |
| 30D | +1.2% | +15.8% | -14.7% | +1.4% |
| 3M | +13.1% | +90.3% | -77.2% | +13.8% |
| 6M | +8.5% | +102.8% | -94.3% | +9.1% |
| YTD | +17.6% | +187.3% | -169.7% | +17.5% |
| 1Y | +60.7% | +161.8% | -101.2% | +60.7% |
| All | +180.2% | +55.5% | +124.7% | +165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling